`
[--[65.84.65.76]--]
BANKNIFTY
Nifty Bank

51170.7 -62.30 (-0.12%)

Back to Option Chain


Historical option data for BANKNIFTY

26 Dec 2024 04:13 PM IST
BANKNIFTY 29JAN2025 48500 CE
Delta: 0.97
Vega: 11.62
Theta: -14.66
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 3186.6 -188.30 11.50 353 52 453
24 Dec 51233.00 3374.9 12.30 15.61 74 59 401
23 Dec 51317.60 3362.6 357.60 14.01 255 209 342
20 Dec 50759.20 3005 -774.00 13.97 68 33 132
19 Dec 51575.70 3779 -596.00 16.79 6 2 98
18 Dec 52139.55 4375 -925.00 18.05 5 1 96
17 Dec 52834.80 5300 -255.00 29.07 5 0 95
16 Dec 53581.35 5555 548.40 - 2 0 95
13 Dec 53583.80 5006.6 -583.75 - 98 80 95
12 Dec 53216.45 5590.35 0.00 0.00 0 0 0
11 Dec 53391.35 5590.35 0.00 0.00 0 0 0
10 Dec 53577.70 5590.35 0.00 0.00 0 7 0
9 Dec 53407.75 5590.35 -33.85 - 16 10 18
6 Dec 53509.50 5624.2 -215.75 - 2 0 7
5 Dec 53603.55 5839.95 424.65 12.63 1 0 8
4 Dec 53266.90 5415.3 978.35 - 3 0 7
3 Dec 52695.75 4436.95 0.00 0.00 0 0 0
2 Dec 52109.00 4436.95 0.00 0.00 0 0 0
29 Nov 52055.60 4436.95 113.80 15.04 1 0 7
28 Nov 51906.85 4323.15 -263.25 11.51 1 0 8
27 Nov 52301.80 4586.4 158.05 - 6 -1 7
26 Nov 52191.50 4428.35 0.00 0.00 0 8 0
25 Nov 52207.50 4428.35 -352.20 - 8 4 4
22 Nov 51135.40 4780.55 0.00 - 0 0 0
21 Nov 50372.90 4780.55 0.00 - 0 0 0
19 Nov 50626.50 4780.55 0.00 - 0 0 0
18 Nov 50363.80 4780.55 0.00 - 0 0 0
14 Nov 50179.55 4780.55 0.00 - 0 0 0
13 Nov 50088.35 4780.55 0.00 - 0 0 0
12 Nov 51157.80 4780.55 0.00 - 0 0 0
11 Nov 51876.75 4780.55 0.00 - 0 0 0
8 Nov 51561.20 4780.55 0.00 - 0 0 0
7 Nov 51916.50 4780.55 0.00 - 0 0 0
6 Nov 52317.40 4780.55 0.00 - 0 0 0
5 Nov 52207.25 4780.55 4780.55 - 0 0 0
4 Nov 51215.25 0 0.00 - 0 0 0
1 Nov 51673.90 0 0.00 - 0 0 0
31 Oct 51559.20 0.00 - 0 0 0


For Nifty Bank - strike price 48500 expiring on 29JAN2025

Delta for 48500 CE is 0.97

Historical price for 48500 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 3186.6, which was -188.30 lower than the previous day. The implied volatity was 11.50, the open interest changed by 52 which increased total open position to 453


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 3374.9, which was 12.30 higher than the previous day. The implied volatity was 15.61, the open interest changed by 59 which increased total open position to 401


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 3362.6, which was 357.60 higher than the previous day. The implied volatity was 14.01, the open interest changed by 209 which increased total open position to 342


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 3005, which was -774.00 lower than the previous day. The implied volatity was 13.97, the open interest changed by 33 which increased total open position to 132


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 3779, which was -596.00 lower than the previous day. The implied volatity was 16.79, the open interest changed by 2 which increased total open position to 98


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 4375, which was -925.00 lower than the previous day. The implied volatity was 18.05, the open interest changed by 1 which increased total open position to 96


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 5300, which was -255.00 lower than the previous day. The implied volatity was 29.07, the open interest changed by 0 which decreased total open position to 95


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 5555, which was 548.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 95


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 5006.6, which was -583.75 lower than the previous day. The implied volatity was -, the open interest changed by 80 which increased total open position to 95


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 5590.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 5590.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 5590.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 5590.35, which was -33.85 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 18


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 5624.2, which was -215.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 5839.95, which was 424.65 higher than the previous day. The implied volatity was 12.63, the open interest changed by 0 which decreased total open position to 8


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 5415.3, which was 978.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 4436.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 4436.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 4436.95, which was 113.80 higher than the previous day. The implied volatity was 15.04, the open interest changed by 0 which decreased total open position to 7


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 4323.15, which was -263.25 lower than the previous day. The implied volatity was 11.51, the open interest changed by 0 which decreased total open position to 8


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 4586.4, which was 158.05 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 7


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 4428.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 4428.35, which was -352.20 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 4780.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 4780.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 4780.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 4780.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 4780.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 4780.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 4780.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 4780.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 4780.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 4780.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 4780.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 4780.55, which was 4780.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Oct BANKNIFTY was trading at 51559.20. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKNIFTY 29JAN2025 48500 PE
Delta: -0.11
Vega: 30.10
Theta: -6.20
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 156.6 29.00 17.70 96,247 4,636 33,747
24 Dec 51233.00 127.6 -14.65 16.60 32,117 6,344 29,065
23 Dec 51317.60 142.25 -125.05 16.99 23,472 5,273 22,903
20 Dec 50759.20 267.3 96.25 18.35 19,800 7,231 17,653
19 Dec 51575.70 171.05 38.20 18.26 19,660 -440 10,558
18 Dec 52139.55 132.85 40.55 18.73 13,592 2,554 10,992
17 Dec 52834.80 92.3 25.55 18.63 9,873 1,939 8,552
16 Dec 53581.35 66.75 -3.40 19.04 3,818 354 6,617
13 Dec 53583.80 70.15 -22.80 19.05 12,381 2,360 6,265
12 Dec 53216.45 92.95 -3.55 19.00 732 433 3,904
11 Dec 53391.35 96.5 -6.70 19.43 2,350 868 3,477
10 Dec 53577.70 103.2 -11.90 20.12 749 273 2,589
9 Dec 53407.75 115.1 -4.15 19.97 631 280 2,317
6 Dec 53509.50 119.25 -4.45 19.86 728 195 2,028
5 Dec 53603.55 123.7 -20.30 20.13 1,432 169 1,911
4 Dec 53266.90 144 -35.90 19.81 2,342 88 1,744
3 Dec 52695.75 179.9 -45.25 19.30 2,824 280 1,658
2 Dec 52109.00 225.15 -5.00 18.89 1,566 275 1,377
29 Nov 52055.60 230.15 -15.35 18.39 472 33 1,106
28 Nov 51906.85 245.5 44.50 18.52 2,043 647 1,112
27 Nov 52301.80 201 -38.25 18.20 897 125 468
26 Nov 52191.50 239.25 9.25 18.71 366 193 343
25 Nov 52207.50 230 -177.55 18.42 697 127 199
22 Nov 51135.40 407.55 -62.45 18.55 444 187 259
21 Nov 50372.90 470 25.50 17.41 95 38 72
19 Nov 50626.50 444.5 -40.20 16.96 61 5 34
18 Nov 50363.80 484.7 24.70 17.16 32 12 29
14 Nov 50179.55 460 -8.85 16.02 34 12 21
13 Nov 50088.35 468.85 -15.40 16.33 11 0 1
12 Nov 51157.80 484.25 0.00 0.00 0 0 0
11 Nov 51876.75 484.25 0.00 0.00 0 0 0
8 Nov 51561.20 484.25 0.00 0.00 0 0 0
7 Nov 51916.50 484.25 0.00 0.00 0 0 0
6 Nov 52317.40 484.25 0.00 0.00 0 1 0
5 Nov 52207.25 484.25 -116.45 21.20 1 0 0
4 Nov 51215.25 600.7 0.00 3.57 0 0 0
1 Nov 51673.90 600.7 0.00 3.98 0 0 0
31 Oct 51559.20 600.70 - 0 0 0


For Nifty Bank - strike price 48500 expiring on 29JAN2025

Delta for 48500 PE is -0.11

Historical price for 48500 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 156.6, which was 29.00 higher than the previous day. The implied volatity was 17.70, the open interest changed by 4636 which increased total open position to 33747


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 127.6, which was -14.65 lower than the previous day. The implied volatity was 16.60, the open interest changed by 6344 which increased total open position to 29065


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 142.25, which was -125.05 lower than the previous day. The implied volatity was 16.99, the open interest changed by 5273 which increased total open position to 22903


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 267.3, which was 96.25 higher than the previous day. The implied volatity was 18.35, the open interest changed by 7231 which increased total open position to 17653


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 171.05, which was 38.20 higher than the previous day. The implied volatity was 18.26, the open interest changed by -440 which decreased total open position to 10558


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 132.85, which was 40.55 higher than the previous day. The implied volatity was 18.73, the open interest changed by 2554 which increased total open position to 10992


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 92.3, which was 25.55 higher than the previous day. The implied volatity was 18.63, the open interest changed by 1939 which increased total open position to 8552


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 66.75, which was -3.40 lower than the previous day. The implied volatity was 19.04, the open interest changed by 354 which increased total open position to 6617


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 70.15, which was -22.80 lower than the previous day. The implied volatity was 19.05, the open interest changed by 2360 which increased total open position to 6265


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 92.95, which was -3.55 lower than the previous day. The implied volatity was 19.00, the open interest changed by 433 which increased total open position to 3904


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 96.5, which was -6.70 lower than the previous day. The implied volatity was 19.43, the open interest changed by 868 which increased total open position to 3477


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 103.2, which was -11.90 lower than the previous day. The implied volatity was 20.12, the open interest changed by 273 which increased total open position to 2589


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 115.1, which was -4.15 lower than the previous day. The implied volatity was 19.97, the open interest changed by 280 which increased total open position to 2317


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 119.25, which was -4.45 lower than the previous day. The implied volatity was 19.86, the open interest changed by 195 which increased total open position to 2028


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 123.7, which was -20.30 lower than the previous day. The implied volatity was 20.13, the open interest changed by 169 which increased total open position to 1911


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 144, which was -35.90 lower than the previous day. The implied volatity was 19.81, the open interest changed by 88 which increased total open position to 1744


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 179.9, which was -45.25 lower than the previous day. The implied volatity was 19.30, the open interest changed by 280 which increased total open position to 1658


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 225.15, which was -5.00 lower than the previous day. The implied volatity was 18.89, the open interest changed by 275 which increased total open position to 1377


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 230.15, which was -15.35 lower than the previous day. The implied volatity was 18.39, the open interest changed by 33 which increased total open position to 1106


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 245.5, which was 44.50 higher than the previous day. The implied volatity was 18.52, the open interest changed by 647 which increased total open position to 1112


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 201, which was -38.25 lower than the previous day. The implied volatity was 18.20, the open interest changed by 125 which increased total open position to 468


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 239.25, which was 9.25 higher than the previous day. The implied volatity was 18.71, the open interest changed by 193 which increased total open position to 343


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 230, which was -177.55 lower than the previous day. The implied volatity was 18.42, the open interest changed by 127 which increased total open position to 199


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 407.55, which was -62.45 lower than the previous day. The implied volatity was 18.55, the open interest changed by 187 which increased total open position to 259


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 470, which was 25.50 higher than the previous day. The implied volatity was 17.41, the open interest changed by 38 which increased total open position to 72


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 444.5, which was -40.20 lower than the previous day. The implied volatity was 16.96, the open interest changed by 5 which increased total open position to 34


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 484.7, which was 24.70 higher than the previous day. The implied volatity was 17.16, the open interest changed by 12 which increased total open position to 29


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 460, which was -8.85 lower than the previous day. The implied volatity was 16.02, the open interest changed by 12 which increased total open position to 21


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 468.85, which was -15.40 lower than the previous day. The implied volatity was 16.33, the open interest changed by 0 which decreased total open position to 1


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 484.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 484.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 484.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 484.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 484.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 484.25, which was -116.45 lower than the previous day. The implied volatity was 21.20, the open interest changed by 0 which decreased total open position to 0


On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 600.7, which was 0.00 lower than the previous day. The implied volatity was 3.57, the open interest changed by 0 which decreased total open position to 0


On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 600.7, which was 0.00 lower than the previous day. The implied volatity was 3.98, the open interest changed by 0 which decreased total open position to 0


On 31 Oct BANKNIFTY was trading at 51559.20. The strike last trading price was 600.70, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to